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Robust Techniques in Quantitative Finance

University of Oxford, 3-7 September 2018

[Logo-Oxford]

Since the seminal work of Knight, the distinction between risk and uncertainty has played a crucial role in Economics and Finance. Robust methods address the latter and, in the wake of the financial crisis, their importance has been increasingly appreciated. In particular, such questions and the corresponding mathematical techniques became one of the most active fields in Mathematical Finance.

The conference will bring together an interdisciplinary group of researches with interests in Financial Mathematics, Finance and Economics, with model uncertainty as the unifying theme. It promises to be an exciting meeting exploring the state-of-the-art, future directions and offering space and time for discussions and interactions.

This meeting follows in the footsteps of three previous meeting which we have organised in Oxford in 2010, 2016 and 2017. While the previous ones were two days focused workshops, this time we are organising a much larger and broader 5-day meeting. We hope you will join us!

Registration

Registration is now open - please register here! The conference fee covers the cost of your participation, the conference dinner as well as lunches and coffee breaks. The fee is waived for PhD students. As part of registration, you will have an option to purchase one of pre-booked B&B rooms located in the vicinity of the conference venue. These are offered on a first come first served basis. Participants who will not be able to stay for the whole duration of the conference are asked to make their own accommodation arrangements. Please do not hesitate to contact us for hotel suggestions if needed.

Submissions of posters and papers is separate from registration. If you would like your work to be considered for the program of talks or posters please submit it here! We look forward to receiving your submission which will be considered by the scientific committee. Young researchers may also use the form to apply for financial support. A successful submission generates a confirmation page and a confirmation email.

Plenary Speakers

Mathias Beiglboeck

Vienna University of Technology

Laurence Carassus

De Vinci Pole Universitaire and University of Reims

Rama Cont

Imperial College London

Fabio Maccheroni

Bocconi University

Marco Maggis

University of Milan

Marcel Nutz

Columbia University

Xiaolu Tan

University of Paris-Dauphine

Ruodu Wang

University of Waterloo

Program

Program will appear here in early August. The scientific committee has reserved a small part of the program for late submissions. If you would like to submit work to be presented either in the main or in the poster session you can still submit it here! Selection of papers is done by the scientific committee on a rolling basis.

Scientific Committee

Beatrice Acciaio, Bruno Bouchard, Michael Kupper, Jan Obloj, Frank Riedel, Alexander Schied, Nizar Touzi

Venue

The meeting will be held in Mathematical Institute, University of Oxford which offers world class conference facilities in the heart of Oxford. We will have a conference dinner in one of Oxford's colleges and plan to organise a punting tour for the participants.

[Logo-StJohn'sCollege] [Mathematical-Institute] The workshop is hosted by the Mathematical Institute and is funded by the European Research Council under the European Union's Seventh Framework Programme (FP7/2007-2013) / ERC grant agreement no. 335421. We also acknowledge hospitality and support from St John's College.

The conference is organised by Gaoyue Guo (University of Oxford) and Jan Obloj (University of Oxford). Please feel free to contact us with any questions.